I have looked at a couple of patterns for "foam body" hoppers, and crickets all have talked about using sheet foam cut down to size. Is the foam similar to what kids might use to make small craft projects? something like this
http://www.michaels.com/Creatology%E2%84%A2-Foam-Sheets/gc1328,default,pd.html or does it need to be something special. The link maybe a poor example.